Gerety is from Clemson University. Mulherin is from the Tuck School of Business, Dartmouth College. We thank an anonymous referee for extensive comments on two prior drafts. The paper has also benefitted from the comments of Andrew Christie, Allan Kleidon, Mike Maloney, Lisa Meulbroek, Mark Mitchell, Raymond Sauer, René Stulz (the editor), and seminar participants at Georgetown University, George Washington University, and the U.S. Securities and Exchange Commission. Much of the work for this paper was done while both authors visited the Office of Economic Analysis of the Securities and Exchange Commission. The SEC, as a matter of policy, disclaims responsibility for any private publication or statement by any of its employees. The views expressed here are those of the authors and do not necessarily represent the views of the Commission or the authors' colleagues on the Staff of the Commission.
Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close
Article first published online: 30 APR 2012
1992 The American Finance Association
The Journal of Finance
Volume 47, Issue 5, pages 1765–1784, December 1992
How to Cite
GERETY, M. S. and MULHERIN, J. H. (1992), Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close. The Journal of Finance, 47: 1765–1784. doi: 10.1111/j.1540-6261.1992.tb04682.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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